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st: xtgls fixed or random effects?


From   darpeix <[email protected]>
To   [email protected]
Subject   st: xtgls fixed or random effects?
Date   Fri, 08 May 2009 16:29:02 +0200

Dear stata users:
does anyone can tel me if xtgls runs with fixed effect or random effect?
I need to correct my data for heterockedasticity and auto-correlation.
However, when i ran the hausman test inordre to determine between the random effect model or the fixed effectmodel: the results indicated that the random effects is not appropriate. If xtgls only runs with random effect, how can i correct for both heterockedasticity and auto-correlation?
Thanks in advance
Aurélie


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